When you sit and look closely for a while though, it gets interesting. Lady Bug Larvae eat aphids. There's one in the photo below. It's the long skinny black bug in the center of the photo facing down toward the spine of the underside of the Milkweed leaf the aphids are sucking the juices from.
Then there are the ants. I've watched an ant pet an aphid to get honeydew. The next time you get aphids, grab a stool and a magnifying glass, and just watch them for a while. Your neighbors will think you're nuts, but you'll get a new view of the world that most people never notice.